Sequential Monte Carlo samplers

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 68, Issue 3, 2006, Pages 411-436

  Del Moral, Pierre ^a   Doucet, Arnaud ^b   Jasra, Ajay ^c  

^a UNIVERSITÉ CÔTE D'AZUR   (France)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Importance sampling; Markov chain Monte Carlo methods; Ratio of normalizing constants; Resampling; Sequential Monte Carlo methods; Simulated annealing

Indexed keywords

EID: 33646684004     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2006.00553.x     Document Type: Article

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